+129.7%
WMT vs CP
+34.0%
+95.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | -5.0% | -0.5% | -4.4% | -4.9% |
| 3M | -11.3% | +1.4% | -12.7% | -11.7% |
| 6M | -13.8% | +10.3% | -24.1% | -16.0% |
| YTD | -4.2% | +24.3% | -28.5% | -9.3% |
| 1Y | +4.6% | +20.4% | -15.9% | -0.3% |
| 3Y | +100.5% | +21.8% | +78.7% | +87.9% |
| 5Y | +129.7% | +31.5% | +98.2% | +109.2% |
| All | +129.7% | +34.0% | +95.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling